Stochastic Controls: Hamiltonian Systems and Hjb Equations - Stochastic Modelling and Applied Probability - Jiongmin Yong - Books - Springer-Verlag New York Inc. - 9781461271543 - September 27, 2012
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Jiongmin Yong
Stochastic Controls: Hamiltonian Systems and Hjb Equations - Stochastic Modelling and Applied Probability Softcover Reprint of the Original 1st Ed. 1999 edition

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This book unifies the maximum principle and dynamic programming, the two most commonly used approaches in solving optimal control problems. The author shows that the viscosity solution theory provides the unifying framework.

439 pages, biography

Media Books     Paperback Book   (Book with soft cover and glued back)
Released September 27, 2012
ISBN13 9781461271543
Publishers Springer-Verlag New York Inc.
Pages 439
Dimensions 155 × 235 × 24 mm   ·   644 g
Language English  

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